Optimization by random search with jumps

• Published in: International journal for numerical methods in engineering Vol. 60; no. 7; pp. 1301 - 1315
• Main Authors: Li, Chunshien, Priemer, Roland, Cheng, Kuo-Hsiang
• Format: Journal Article
• Language: English
• Published: Chichester, UK John Wiley & Sons, Ltd 21.06.2004
• Subjects: derivative-free optimization; global minimum; interpolation check; jump; multi-variable function optimization; random optimization; random search

We give a random optimization (RO) algorithm to optimize a real‐valued function of n real variables. During the optimization process, interpolation points are examined to follow valleys, and jumps to new starting points are executed to avoid numerous iterations in local minima. Convergence with prob...